doc: document the "proxy" option.
fix some uses of str() in unicode context. (RhBug#1044502)

Note: if the object implements both __unicode__() and __str__()
properly (dnf.exception.Error does), we don't have to use any
conversions and can append/interpolate the object as is.
doc: tweak the 'proxy' documentation in conf_ref.rst
doc: fix a semantic error in cli_vs_yum's skip_if_unavailable doc.

Thanks Kamil Paral for finding this!